I can relate. That episode where Oscar got a nose put on him by the witch, that I mentioned before, actually gave me two weird nightmares. The nose on Oscar skit was fresh in my mind and it somehow triggered a dream about Oscar being turned into a tree (probably mixed in with the Sesame cartoon where a boy got turned into a tree for a year). Anyway, in my dream, Oscar was turned into this big tree that clumped around on Sesame Street. Oscar asks Gordon what happens to trees. Gordon said, "Well, they get chopped down." And on that ominous note, I woke up. I had another bad dream where I was taking a brand new Oscar puppet out of the box, and inside, there was the accessory of a nose to put on him, just like on TV. That's all I remember from that dream. Looking back, it's all pretty silly and laughable, but it sure didn't seem that way then.
Funny though, as much as it bothered me to see Oscar have a nose put on him, it never really bothered me when Ernie took Bert's nose off. It always seemed like it was just a tongue in cheek joke that every once in a while the characters reminded us that they're really just puppets. Besides, you always knew that Bert would get his nose back either on screen or off screen. There was actually a skit where Ernie lost his nose and it seemed a lot more ominous. Ernie and Bert are looking straight ahead into the camera and debating whether they see the "mysterious nose snatcher." Ernie gets right up to the screen, we hear a plucking sound, and he comes back without a nose, now convinced that it was the mysterious nose snatcher. Or "nose sneether" as Ernie pronounces it in a nasal voice after his nose is gone. That seemed more disturbing because it wasn't really clear how Ernie was going to get his nose back.
As for the Count, yes that mailman skit was early on when the Count was much more scary, unlike the silly but harmless eccentric that he would eventually evolve into.